Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.09% | 10.89 CHF | 10.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'181'940 CHF | 2'183'940 CHF | 100.00% | 100.00% |
02.12.2024 | 0.09% | 10.74 CHF | 10.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'124'590 CHF | 2'126'590 CHF | 100.00% | 100.00% |
29.11.2024 | 0.10% | 10.60 CHF | 10.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'078'100 CHF | 2'080'100 CHF | 100.00% | 100.00% |
28.11.2024 | 0.10% | 10.38 CHF | 10.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'081'830 CHF | 2'083'830 CHF | 100.00% | 100.00% |
27.11.2024 | 0.10% | 10.26 CHF | 10.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'042'650 CHF | 2'044'650 CHF | 100.00% | 100.00% |
26.11.2024 | 0.10% | 10.38 CHF | 10.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'088'760 CHF | 2'090'760 CHF | 100.00% | 100.00% |
25.11.2024 | 0.09% | 10.60 CHF | 10.61 CHF | 200'000 | 200'000 | 199'852 | 199'852 | 2'121'840 CHF | 2'123'840 CHF | 100.00% | 100.00% |
22.11.2024 | 0.10% | 10.50 CHF | 10.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'073'620 CHF | 2'075'620 CHF | 100.00% | 100.00% |
20.11.2024 | 0.10% | 10.26 CHF | 10.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'086'680 CHF | 2'088'680 CHF | 100.00% | 100.00% |
19.11.2024 | 0.10% | 10.34 CHF | 10.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'056'860 CHF | 2'058'860 CHF | 100.00% | 100.00% |